+575.8%
SPMO vs BNS
+235.2%
+340.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +2.7% | -1.3% | +4.0% | +3.3% |
| 30D | +1.1% | +4.0% | -2.9% | -0.8% |
| 3M | +2.0% | +13.8% | -11.7% | -3.7% |
| 6M | +26.5% | +32.7% | -6.1% | +11.7% |
| YTD | +26.5% | +27.6% | -1.1% | +13.4% |
| 1Y | +27.9% | +47.4% | -19.5% | +7.7% |
| 3Y | +160.4% | +129.0% | +31.4% | +79.8% |
| 5Y | +151.5% | +92.7% | +58.8% | +86.2% |
| 10Y | +526.3% | +182.1% | +344.3% | +296.8% |
| All | +575.8% | +235.2% | +340.6% | +341.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling